A pseudo-marginal sequential Monte Carlo algorithm for random effects models in Bayesian sequential design

A computationally efficient sequential Monte Carlo algorithm is proposed for the sequential design of experiments for the collection of block data described by mixed effects models. The difficulty in applying a sequential Monte Carlo algorithm in such settings is the need to evaluate the observed data likelihood, which is typically intractable for all but linear Gaussian models. To overcome this difficulty, we propose to unbiasedly estimate the likelihood, and perform inference and make decisions based on an exact-approximate algorithm. Two estimates are proposed: using Quasi Monte Carlo methods and using the Laplace approximation with importance sampling. Both of these approaches can be computationally expensive, so we propose exploiting parallel computational architectures to ensure designs can be derived in a timely manner. We also extend our approach to allow for model uncertainty. This research is motivated by important pharmacological studies related to the treatment of critically ill patients.

Effects of microfinance on poverty reduction in Vietnam : a pseudo-panel data analysis

The development of microfinance in Vietnam since 1990s has coincided with a remarkable progress in poverty reduction. Numerous descriptive studies have illustrated that microfinance is an effective tool to eradicate poverty in Vietnam but evidence from quantitative studies is mixed. This study contributes to the literature by providing new evidence on the impact of microfinance to poverty reduction in Vietnam using the repeated cross - sectional data from the Vietnam Living Standard s Survey (VLSS) during period 1992 - 2010. Our results show that micro - loans contribute significantly to household consumption.

A pseudo-dynamical systems approach to a class of inverse problems in engineering

A pseudo-dynamical approach for a class of inverse problems involving static measurements is proposed and explored. Following linearization of the minimizing functional associated with the underlying optimization problem, the new strategy results in a system of linearized ordinary differential equations (ODEs) whose steady-state solutions yield the desired reconstruction. We consider some explicit and implicit schemes for integrating the ODEs and thus establish a deterministic reconstruction strategy without an explicit use of regularization. A stochastic reconstruction strategy is then developed making use of an ensemble Kalman filter wherein these ODEs serve as the measurement model. Finally, we assess the numerical efficacy of the developed tools against a few linear and nonlinear inverse problems of engineering interest.

The Origin of Regioselectivity in a-Cleavage Reactions of Cyclopropenethiones: Potential Role of Pseudo-Jahn-Teller Effect in Substituted Cyclopropenyl Systems

Arylalkylcyclopropenethiones undergo highly regioselective photochemical a-cleavage via thioketene carbene intermediates, giving rise to products derived from the less stabilized carbene. UHF MIND0/3 calculations provide an insight into this unexpected regioselectivity. The nx* triplet of cyclopropenethione is calculated to have a highly unsymmetrical geometry with an elongated C-C bond, a delocalized thiaaUyl fragment, and a pyramidal radicaloid carbon (which eventually becomes the carbene center). From this molecular electronic structure, aryl group stabilization is expected to be more effective at the thiaallyl group rather than at the pyramidal radical center. Thus, the stability of the substituted triplet thione rather than that of the thioketene carbene determines the preferred regiochemistry of cleavage. The unusual structure of the cyclopropenethione triplet is suggested to be related to one of the Jahn-Teller distorted forms of the cyclopropenyl radical. An alternative symmetrical structure is adopted by the corresponding triplet of cyclopropenone, partly accounting for its differing photobehavior. A similar structural dichotomy is demonstrated for the corresponding radical anions as well.

Accelerating Pseudo-Marginal MCMC using Gaussian Processes

Pseudo-marginal methods such as the grouped independence Metropolis-Hastings (GIMH) and Markov chain within Metropolis (MCWM) algorithms have been introduced in the literature as an approach to perform Bayesian inference in latent variable models. These methods replace intractable likelihood calculations with unbiased estimates within Markov chain Monte Carlo algorithms. The GIMH method has the posterior of interest as its limiting distribution, but suffers from poor mixing if it is too computationally intensive to obtain high-precision likelihood estimates. The MCWM algorithm has better mixing properties, but less theoretical support. In this paper we propose to use Gaussian processes (GP) to accelerate the GIMH method, whilst using a short pilot run of MCWM to train the GP. Our new method, GP-GIMH, is illustrated on simulated data from a stochastic volatility and a gene network model.

Difference covering arrays and pseudo-orthogonal Latin squares

A pair of Latin squares, A and B, of order n, is said to be pseudo-orthogonal if each symbol in A is paired with every symbol in B precisely once, except for one symbol with which it is paired twice and one symbol with which it is not paired at all. A set of t Latin squares, of order n, are said to be mutually pseudo-orthogonal if they are pairwise pseudo-orthogonal. A special class of pseudo-orthogonal Latin squares are the mutually nearly orthogonal Latin squares (MNOLS) first discussed in 2002, with general constructions given in 2007. In this paper we develop row complete MNOLS from difference covering arrays. We will use this connection to settle the spectrum question for sets of 3 mutually pseudo-orthogonal Latin squares of even order, for all but the order 146.

Seismic reliability assessment of external stability of reinforced soil walls using pseudo-dynamic method

The paper presents a method for the evaluation of external stability of reinforced soil walls subjected to earthquakes in the framework of the pseudo-dynamic method. The seismic reliability of the wall is evaluated by considering the different possible failure modes such as sliding along the base, overturning about the toe point of the wall, bearing capacity and the eccentricity of the resultant force. The analysis is performed considering properties of the reinforced backfill, foundation soil below the base of the wall, length of the geosynthetic reinforcement and characteristics of earthquake ground motions such as shear wave and primary wave velocity as random variables. The optimum length of reinforcement needed to maintain stability against four modes of failure by targeting various component reliability indices is obtained. Differences between pseudo-static and pseudo-dynamic methods are clearly highlighted in the paper. A complete analysis of pseudo-static and pseudo-dynamic methodologies shows that the pseudodynamic method results in realistic design values for the length of geosynthetic reinforcement under earthquake conditions.

Stress-induced phase transformation and pseudo-elastic/pseudo-plastic recovery in intermetallic Ni-Al nanowires

Extensive molecular dynamics (MD) simulations have been performed in a B2-NiAl nanowire using an embedded atom method (EAM) potential. We show a stress induced B2 -> body-centered-tetragonal (BCT) phase transformation and a novel temperature and cross-section dependent pseudo-elastic/pseudo-plastic recovery from such an unstable BCT phase with a recoverable strain of similar to 30% as compared to 5-8% in polycrystalline materials. Such a temperature and cross-section dependent pseudo-elastic/pseudo-plastic strain recovery can be useful in various interesting applications of shape memory and strain sensing in nanoscale devices. Effects of size, temperature, and strain rate on the structural and mechanical properties have also been analyzed in detail. For a given size of the nanowire the yield stress of both the B2 and the BCT phases is found to decrease with increasing temperature, whereas for a given temperature and strain rate the yield stress of both the B2 and the BCT phase is found to increase with increase in the cross-sectional dimensions of the nanowire. A constant elastic modulus of similar to 80 GPa of the B2 phase is observed in the temperature range of 200-500 K for nanowires of cross-sectional dimensions in the range of 17.22-28.712 angstrom, whereas the elastic modulus of the BCT phase shows a decreasing trend with an increase in the temperature.

Development of pseudo-two-dimensional turbulent wakes

Pseudotwo-dimensional wakes are generated by introducing spanwise cellular structures into an otherwise plane turbulent wake by means of the castellated blunt trailing edges of different configurations. The transverse growths of these coflowing cellular wakes are found to be independent of each other without any noticeable spanwise interaction. This wake growth is examined in the light of the plane equilibrium wake analysis. Though these wakes are not found to be exactly self-similar, their growth shows a nonmonotonous approach toward the asymptotic state appropriate to that of a plane wake. The dye emission in the wakes illustrated a coherent vortical structure in the transverse plane, similar to that of the usual two-dimensional wake, in spite of the initial spanwise irregularities.

Aspects of tautomerism 9-solvolysis of normal and pseudo phthaloyl chlorides

Solvolysis of normal and pseudo phthaloyl chlorides in aqueous acetone and in aqueous dioxane has revealed that the former solvolyses about hundred-fold faster than the latter. Contrary to the accepted belief, there is no evidence for equilibrium between the normal and the pseudo forms of phthaloyl chloride, under a variety of conditions.

Embedding Of Non-Simple Lie-Groups, Coupling-Constant Relations And Non-Uniqueness Of Models Of Unification

A general derivation of the coupling constant relations which result on embedding a non-simple group like SU L (2) @ U(1) in a larger simple group (or graded Lie group) is given. It is shown that such relations depend only on the requirement (i) that the multiplet of vector fields form an irreducible representation of the unifying algebra and (ii) the transformation properties of the fermions under SU L (2). This point is illustrated in two ways, one by constructing two different unification groups containing the same fermions and therefore have same Weinberg angle; the other by putting different SU L (2) structures on the same fermions and consequently have different Weinberg angles. In particular the value sin~0=3/8 is characteristic of the sequential doublet models or models which invoke a large number of additional leptons like E 6, while addition of extra charged fermion singlets can reduce the value of sin ~ 0 to 1/4. We point out that at the present time the models of grand unification are far from unique.

Aspects of tautomerism. 6. Base-catalyzed hydrolysis of pseudo esters of .gamma.-keto acids

The rates of base-catalyzed hydrolysis of pseudo esters derived from y-keto acids show strikingly poor sensitivity to the nature of the leaving group.la The rates vary in the narrow range of about 12-fold as contrasted to a 103-fold spread of the corresponding benzoate esters. The results presented are consistent with a rate-determining formation of a tetrahedral intermediate (11) and i t s rapid collapse, by the cleavage of the lactone ring in a fast step.

Aspects of tautomerism. 8. Solvolysis of some pseudo and normal acid chlorides

Pseudo acid chlorides derived from levulinic acid ando-benzoyl-benzoic acid, solvolyse in aqueous acetone, aqueous dioxane and aqueous dimethylformamide by aS Nl process. Their reaction pattern is distinct from that of typical normal acid chlorides, viz.,p-benzoylbenzoyl chloride and fluorene-9-one-1-carboxylic acid chloride, which solvolyse by aS N2 pathway. No evidence for tautomerism could be obtained either between the normal and pseudo forms of the acid chlorides or the derived ion pairs.

Pseudo-time marching schemes for inverse problems in structural health assessment and medical imaging

We propose a self-regularized pseudo-time marching strategy for ill-posed, nonlinear inverse problems involving recovery of system parameters given partial and noisy measurements of system response. While various regularized Newton methods are popularly employed to solve these problems, resulting solutions are known to sensitively depend upon the noise intensity in the data and on regularization parameters, an optimal choice for which remains a tricky issue. Through limited numerical experiments on a couple of parameter re-construction problems, one involving the identification of a truss bridge and the other related to imaging soft-tissue organs for early detection of cancer, we demonstrate the superior features of the pseudo-time marching schemes.